@article{ccAVR04a,
  old = {ccAVR03a},
  author =       {A. N. Avramidis and A. Deslauriers and P. L'Ecuyer},
  title =        {Modeling Daily Arrivals to a Telephone Call Center},
  journal =      {Management Science},
  year =         {2004},
  volume =       {50},
  number =       {7},
  pages =        {896--908},
}

@Article{ccWHI99c,
  author = 	 {W. Whitt},
  title = 	 {Dynamic Staffing in a Telephone Call Center Aiming to
                  Immediately Answer All Calls},
  journal =  {Operations Research Letters},
  year = 	 {1999},
  OPTkey = 	 {},
  volume =	 {24},
  pages =	 {205--212},
  OPTannote = 	 {dynamic forecasting, staffing, number of agents}
}

@ARTICLE{fALB04a,
        AUTHOR="H. Albrecher and M. Predota",
        TITLE="On {A}sian option pricing for {NIG} {L}\'evy processes",
        JOURNAL={Journal of computational and applied mathematics},
        VOLUME={172},
        YEAR={2004},
        PAGES={153--168}
}

@inproceedings{fAVR03a,
  author = 	 {T. Avramidis and P. L'Ecuyer and P.-A. Tremblay},
  title = 	 {Efficient Simulation of Gamma and Variance-Gamma Processes},
  BOOKTITLE =    "Proceedings of the 2003 Winter Simulation Conference",
  publisher =    {{IEEE} Press},
  address =      {Piscataway, New Jersey},
  YEAR =         {2003},
  PAGES =	 {319--326}
}

@article{fAVR06a,
  author = 	 {T. Avramidis and P. L'Ecuyer},
  title = 	 {Efficient {M}onte {C}arlo and quasi-{M}onte {C}arlo Option
              Pricing Under the Variance-Gamma Model},
  journal =      {Management Science},
  volume =         {52},
  number =         {12},
  YEAR =         {2006},
  PAGES =	 {1930--1944}
}

@Article{fCOX85a,
  author = 	 {J. C. Cox and J. E. Ingersoll and S. A. Ross},
  title = 	 {A Theory of the Term Structure of Interest Rates},
  journal = 	 {Econometrica},
  year = 	 {1985},
  volume = 	 {53},
  pages = 	 {385--407}
}

@Book{fGLA04a,
  author =	 {P. Glasserman},
  title = 	 {Monte {C}arlo Methods in Financial Engineering},
  publisher = 	 {Springer-Verlag},
  year = 	 {2004},
  address =	 {New York},
  OPTnote = 	 {},
  OPTannote = 	 {variance reduction, VAR}
}

@article{fIMA06a,
  author =       {J. Imai and K. S. Tan},
  title =        {A General Dimension Reduction technique for Derivative Pricing},
  journal = 	 {Journal of Computational Finance},
  volume = {10},
  number = {2},
  pages =	       {129--155},
  year =         {2006},
}

@Article{fKAL07a,
  author = 	 {A. Kalemanova and B. Schmid and R. Werner},
  title = 	 {The Normal Inverse Gaussian Distribution for Synthetic
                  {CDO} Pricing},
  journal = 	 {Journal of derivatives},
  year = 	 {2007},
  volume = 	 {14},
  number =       {3},
  pages = 	 {80--93}
}

@inproceedings{fLEC04a,
  author={P. L'Ecuyer},
  title={Quasi-{M}onte {C}arlo Methods in Finance},
  booktitle={Proceedings of the 2004 Winter Simulation Conference},
  editor={R. G. Ingalls and M. D. Rossetti and J. S. Smith and B. A Peters},
  year={2004},
  publisher={{IEEE} Press},
  address={Piscataway, New Jersey},
  pages={}
}

@InProceedings{fLEC08a,
  author =    {P. L'Ecuyer and J. S. Parent-Chartier and M. Dion},
  title =     {Simulation of a {L}\'evy process by {PCA} sampling to reduce
               the effective dimention},
  booktitle = {Proceedings of the 2008 Winter Simulation Conference},
  year =         {2008},
  publisher =    {IEEE Press},
  address = {Piscataway, NJ},
  pages = {436--443}
}

@ARTICLE{fMAD90a,
   author={D. B. Madan and E. Seneta},
   title={The variance gamma {(V.G.)} model for share market returns},
   journal={Journal of Business},
   volume={63},
   year={1990},
   pages={511--524}
}

@ARTICLE{fMAD91a,
   author={D. B. Madan and F. Milne},
   title={Option pricing with {V.G.} martingale components},
   journal={Mathematical Finance},
   volume={1},
   year={1991},
   pages={39--55}
}

@ARTICLE{fMAD98a,
   author={D. B. Madan and P. P. Carr and E. C. Chang},
   title={The Variance Gamma process and option pricing},
   journal={European Finance Review},
   volume={2},
   year={1998},
   pages={79--105}
}

@unpublished{fRIB02a,
  now = {fRIB04a},
  author = 	 {C. Ribeiro and N. Webber},
  title = 	 {Valuing Path-Dependent Options in the Variance-Gamma
                  Model by {M}onte {C}arlo with a Gamma Bridge},
  OPTjournal = 	 {},
  year = 	 {2002},
  OPTpages = 	 {},
  month = 	 {December},
  note =	 {manuscript},
  OPTannote = 	 {}
}

@TechReport{fWEB03a,
  author={N. Webber and C. Ribeiro},
  title={A {M}onte {C}arlo Method for the Normal Inverse Gaussian Option
         Valuation Model using an Inverse Gaussian Bridge},
  year=2003,
  institution={Society for Computational Economics},
  aatype={Computing in Economics and Finance 2003},
  aanote={Cass Business School, London, UK},
  number={5}
}

@Book{iGAM98a,
  author =	 {E. Gamma and R. Helm and R. Johnson and J. Vlissides},
  title = 	 {Design Patterns: Elements of Reusable Object-Oriented Software},
  publisher = 	 {Addison-Wesley},
  year = 	 {1998},
  address =	 {Reading, MA},
  edition =	 {second},
  OPTannote = 	 {}
}

@Book{iGOS00a,
   author = {J. Gosling and B. Joy and Steele Jr., G. L.},
   title = {The {J}ava Language Specification},
   edition = {Second},
   COLLECTION="Java series",
   PUBLISHER="Addison-Wesley",
   year = {2000},
   note = "Also available from \url{http://java.sun.com/docs/books/jls}"
}

@inproceedings{iHAM07a,
   author = {C. H. Hamilton and A. Rau-Chaplin},
   title = {Compact {H}ilbert Indices for Multidimensional Data},
   booktitle = {Proceedings of the First International Conference on Complex, 
                      Intelligent, and Software Intensive Systems (CISIS'07)},
  publisher = {{IEEE}},
   year = 2007,
   pages = {139--146},
   doi = "10.1109/CISIS.2007.16"
}

@Manual{iHOS04a,
  old = {iHOS02a},
  title = 	 {The Colt Distribution:
                  Open Source Libraries for High Performance
                  Scientific and Technical Computing in Java},
  author =	 {Wolfgang Hoschek},
  organization = {CERN},
  address =	 {Geneva},
  year =	 {2004},
  note =	 {Available at
                  \url{http://acs.lbl.gov/software/colt/}},
  OPTannote = 	 {}
}

@Manual{iJAC05a,
   author = {P. H. M. Jacobs},
  title = 	 {DSOL: an open source, {J}ava based, suite for continuous
                   and discrete event simulation},
  xauthor =	 {},
  organization = {Technische Universiteit Delft},
  address =	 {Delft, Netherlands},
  year =	 {2005},
  note =	 {Available at
                  \url{http://www.simulation.tudelft.nl/dsol/}}
}

@BOOK {iKNU73a,
        AUTHOR="D. E. Knuth",
        TITLE={The Art of Computer Programming, Vol. 1},
        EDITION={Second},
        PUBLISHER={Addison-Wesley},
        ADDRESS={Reading, MA},
        YEAR={1973}  }

@manual{iLEC01t,
  author = {P. L'Ecuyer and R. Simard},
  title =  {{TestU01}: A Software Library in {ANSI C} for Empirical Testing
            of Random Number Generators},
  note =  {Software {user's} guide.
           Available at \url{http://www.iro.umontreal.ca/~lecuyer}},
  institution = {D\'epartement d'Informatique et de Recherche
          Op\'erationnelle, Universit\'e de Montr\'eal},
  year =  {2002}
}

@manual{iLEC04j,
  author = {P. L'Ecuyer},
  title =  {{SSJ}: A {J}ava Library for Stochastic Simulation},
  note =  {Software {user's} guide,
           available at \url{http://www.iro.umontreal.ca/~lecuyer}},
  institution = {D\'epartement d'Informatique et de Recherche
          Op\'erationnelle, Universit\'e de Montr\'eal},
  year =  {2004},
  OPTannote = {}
}

@manual{iLEM04a,
  author = {C. Lemieux and M. Cieslak and K. Luttmer},
  title =  {{RandQMC} User's Guide: A Package for Randomized
            Quasi-{M}onte {C}arlo Methods in {C}},
  note =  {Software {user's} guide, available at
           \url{http://www.math.uwaterloo.ca/~clemieux/randqmc.html}},
  institution = {Departement of Computer Science, University of Calgary},
  year =  {2004},
  OPTannote = {}
}

@manual{iLEY02a,
  author = {J. Leydold and W. H\"ormann},
  title =  {{UNU.RAN}---A Library for Universal Non-Uniform
            Random Number Generators},
  institution = {Institut f\"ur Statistik, {WU W}ien, Austria},
  year =  {2002},
  note =  {Available at \url{http://statistik.wu-wien.ac.at/unuran}},
  OPTannote = {}
}

@manual {iMOR80a,
          AUTHOR="{J. J. Mor\'e and B. S. Garbow and K. E. Hillstrom}",
          INSTITUTION={Argonne National Laboratory},
          TITLE={User Guide for MINPACK-1, Report ANL-80-74},
          ADDRESS={Argonne, Illinois, USA},
          YEAR={1980},
          NOTE={See \url{http://www-fp.mcs.anl.gov/otc/Guide/softwareGuide/Blurbs/minpack.html}}}

@misc {iMOS00a,
          AUTHOR="S. L. Moshier",
          TITLE={Cephes Math Library},
          OPTtopic="Inverse of the Incomplete Beta Integral",
          YEAR={2000},
          NOTE={See \url{http://www.moshier.net}}}

@manual{iSCHa,
  author = {R. B. Schnabel},
  title =  {{UNCMIN}---Unconstrained Optimization Package, FORTRAN},
  ORGANIZATION = {University of Colorado at Boulder},
  note =  {See \url{http://www.ici.ro/camo/unconstr/uncmin.htm}}
}

@ARTICLE {iSLE85a,
	AUTHOR={D. D. Sleator and R. E. Tarjan},
	TITLE="Self-Adjusting Binary Search Trees",
	JOURNAL={Journal of the Association for Computing Machinery},
	VOLUME={32},
        NUMBER={3},
	YEAR={1985},
        PAGES={652--686} }

@manual{iVERa,
  author = {S. P. Verrill},
  title =  {{UNCMIN}---Unconstrained Optimization Package, Java},
  ORGANIZATION = {US Forest Service, Forest Products Laboratory},
  note =  {Available at \url{http://www1.fpl.fs.fed.us/optimization.html}}
}

@Book{mABR70a,
  author =	 {M. Abramowitz and I. A. Stegun},
  title = 	 {Handbook of Mathematical Functions},
  publisher = 	 {Dover},
  year = 	 {1970},
  address = 	 {New York}
}
@TECHREPORT {mCLE62a,
	AUTHOR="C. W. Clenshaw",
	TITLE="Chebychev Series for Mathematical Functions",
	INSTITUTION="Her Majesty's Stationery Office, London",
	type="National Physical Laboratory Mathematical Tables",
	YEAR={1962},
	NUMBER={5}}
@Book{mDEB78a,
  author =	 {C. {de Boor}},
  title = 	 {A Practical Guide to Splines},
  publisher = 	 {Springer-Verlag},
  year = 	 {1978},
  number =	 {27},
  series =	 {Applied Mathematical Sciences Series},
  address =	 {New York},
  OPTannote = 	 {}
}
@book{mEVA00a,
  author =	 {M. Evans and T. Swartz},
  title = 	 {Approximating Integrals via {M}onte {C}arlo and
                  Deterministic Methods},
  publisher = 	 {Oxford University Press},
  year = 	 {2000},
  address =	 {Oxford, UK},
  OPTnote = 	 {},
  OPTannote = 	 {}
}
@ARTICLE {mHIG09a,
  author = "N. J. Higham",
  title = "The Scaling and Squaring Method for the Matrix Exponential Revisited",
  journal ="{SIAM} Review",
  volume = "51",
  number={4},
  pages ="747--764",
  year = "2009"}
@Article{mKOR59a,
  author = 	 {N. M. Korobov},
  title = 	 {The Approximate Computation of Multiple Integrals},
  journal = 	 {Dokl. Akad. Nauk {SSSR}},
  year = 	 {1959},
  volume =	 {124},
  pages =	 {1207--1210},
  note =	 {in Russian},
}
@Book {mMAT99a,
  author =	 {J. Matou\v{s}ek},
  ALTeditor = 	 {},
  title = 	 {Geometric Discrepancy: An Illustrated Guide},
  publisher = 	 {Springer-Verlag},
  year = 	 {1999},
  OPTcote = 	 {QA241.7 M38},
  address =	 {Berlin},
  OPTannote = 	 {discrepancy, uniformity}
}
@TECHREPORT {mPOL93a,
	AUTHOR="D. S. G. Pollock ",
	TITLE="Smoothing with cubic splines",
	INSTITUTION={University of London, Queen Mary and Westfield College},
	ADDRESS={London},
	YEAR={1993}  }
@article{mSKA09a,
 author = {Skaflestad, B. and Wright, W. M.},
 title = {The Scaling and Modified Squaring Method for Matrix Functions
          Related to the Exponential},
 journal = {Applied Numerical Mathematics},
 volume = {59},
 number = {3-4},
 year = {2009},
 pages = {783--799},
 url = {http://dx.doi.org/10.1016/j.apnum.2008.03.035},
 publisher = {Elsevier Science Publishers B. V.},
 address = {Amsterdam, The Netherlands}
}
@book {mSLO94a,
   AUTHOR = {Sloan, I. H. and Joe, S.},
    TITLE = {Lattice methods for multiple integration},
   SERIES = {Oxford Science Publications},
PUBLISHER = {The Clarendon Press Oxford University Press},
  ADDRESS = {New York},
     YEAR = {1994},
     ISBN = {0-19-853472-8},
}
@ARTICLE{pBAR98a,
   author={O. E. Barndorff-Nielsen},
   title={Processes of Normal Inverse Gaussian Type},
   journal={Finance and Stochastics},
   volume={2},
   year={1998},
   pages={41--68}
}

@BOOK {pFEL66a,
        AUTHOR="W. Feller",
        TITLE={An Introduction to Probability Theory and Its
               Applications, Vol. 2},
        EDITION={first},
        PUBLISHER={Wiley},
        ADDRESS={New York, NY},
        YEAR={1966}  }

@book {pGER10a,
   old = {pGER09a},
   AUTHOR = {I. B. Gertsbakh and Y. Shpungin},
    TITLE = {Models of Network Reliability},
 publisher = {{CRC Press}},
  address = {Boca Raton, FL},
     YEAR = {2010}
}

@BOOK {pKLE75a,
       old = pKLE75b,
        AUTHOR="L. Kleinrock",
        TITLE={Queueing Systems, Vol. 1},
        PUBLISHER={Wiley},
        ADDRESS={New York, NY},
        YEAR={1975}  }

@BOOK {pLAT99a,
  AUTHOR="G. Latouche and V. Ramaswami",
   TITLE={Introduction to matrix analytic methods in stochastic modeling},
   PUBLISHER={Society for Industrial and Applied Mathematics},
   ADDRESS={Philadelphia, Pa.},
   YEAR={1999}  }

@BOOK {pNEU81a,
        AUTHOR="M. F. Neuts",
        TITLE={Matrix-Geometric Solutions in Stochastic Models},
        PUBLISHER={John Hopkins, University Press},
        ADDRESS={Baltimore},
        YEAR={1981}  }

@BOOK {pROS07b,
        AUTHOR="S. M. Ross",
        TITLE={Introduction to Probability Models},
        edition = {ninth},
        PUBLISHER="Academic Press",
        YEAR={2007}  }

@BOOK {pWOL89a,
        AUTHOR="R. W. Wolff",
        TITLE={Stochastic Modeling and the Theory of Queues},
        PUBLISHER={Prentice-Hall},
        ADDRESS={New York, NY},
        YEAR={1989}  }

@ARTICLE {rAHR72b,
	AUTHOR="J. H. Ahrens and U. Dieter",
	YEAR={1972},
	TITLE="Computer Methods for Sampling From Gamma, Beta,
            Poisson and Bionomial Distributions",
	JOURNAL={Computing},
	VOLUME={12},
	PAGES={223--246}  }

@ARTICLE {rAHR82a,
	AUTHOR="J. H. Ahrens and U. Dieter",
	YEAR={1982},
	TITLE="Generating Gamma Variates by a Modified Rejection Technique",
	JOURNAL={Communications of the ACM},
	VOLUME={25},
	PAGES={47--54}  }

@ARTICLE {rAHR82b,
	AUTHOR="J. H. Ahrens and U. Dieter",
	YEAR={1982},
	TITLE="Computer Generation of Poisson Deviates From Modified
               Normal Distributions",
	JOURNAL={ACM Trans. Math. Software},
	VOLUME={8},
	PAGES={163--179}  }

@ARTICLE{rANT79a,
       author = {I. A. Antonov and  V. M. Saleev},
       title = {An Economic Method of Computing {LP}$_\tau$-Sequences},
       journal = {Zh. Vychisl. Mat. i. Mat. Fiz.},
       volume = {19},
       pages = {243--245},
       note = {In {R}ussian},
       year = {1979}}

@ARTICLE {rBAI94a,
	AUTHOR="R. W. Bailey",
	YEAR={1994},
	TITLE="Polar Generation of Random Variates with the $t$-Distribution",
	JOURNAL={Mathematics of Computation},
	VOLUME={62},
	NUMBER={206},
	PAGES={779--781}  }

@INPROCEEDINGS{rBES78a,
	AUTHOR="D. J. Best",
	TITLE="A Simple algorithm for the computer generation of random samples
          from a {S}tudent's $t$ or Symmetric Beta Distribution",
        editor = {L. C. A. Corsten and J. Hermans },
        publisher = {Physica-Verlag},
	BOOKTITLE={{COMPSTAT} 1978: Proceedings in Computational statistics},
	PAGES={341--347},
	ADDRESS={Vienna},
        isbn = {3 7908 0196 8},
	YEAR={1978} }


@ARTICLE {rBOX58a,
	AUTHOR="G. E. P. Box and M. E. Muller",
	YEAR={1958},
	TITLE="A Note on the Generation of Random Normal Deviates",
	JOURNAL={Annals of Mathematical Statistics},
	VOLUME={29},
	PAGES={610--611}  }

@ARTICLE {rBRA88c,
	AUTHOR="P. Bratley and B. L. Fox",
	TITLE="Algorithm 659: Implementing {S}obol's
           Quasirandom Sequence Generator",
	JOURNAL={ACM Transactions on Mathematical Software},
	VOLUME={14},
	NUMBER={1},
	YEAR={1988},
	PAGES={88--100}  }

@ARTICLE {rBRA92a,
        AUTHOR="P. Bratley and B. L. Fox and H. Niederreiter",
        TITLE="Implementation and Tests of Low-discrepancy Sequences",
        JOURNAL={ACM Transactions on Modeling and Computer Simulation},
        VOLUME={2},
        YEAR={1992},
        PAGES={195--213} }

@Article{rCHE77a,
  author = 	 {R. C. H. Cheng},
  title = 	 {The Generation of Gamma Variables with Non-integral
                  Shape Parameter},
  journal = 	 {Applied Statistics},
  year = 	 {1977},
  volume =	 {26},
  OPTnumber = 	 {},
  pages =	 {71--75},
  OPTannote = 	 {}
}

@ARTICLE {rCHE78a,
	AUTHOR="R. C. H. Cheng",
	YEAR={1978},
	TITLE="Generating Beta Variates with Nonintegral Shape Parameters",
	JOURNAL={Communications of the ACM},
	VOLUME={21},
	PAGES={317--322}  }

@article{rDER09a,
        AUTHOR={G. Derflinger and W. H\"{o}rmann and J. Leydold},
        TITLE="Random Variate Generation by Numerical Inversion when only the
               Density is known",
        journal={Preprint of the Department of Statistics and
                Mathematics 78, Wirtschaftsuniversit\"at Wien, Austria},
        note={See \url{http://epub.wu-wien.ac.at/english/}},
        YEAR={2008}  }

@article{rDER10a,
        AUTHOR={G. Derflinger and W. H\"{o}rmann and J. Leydold},
        TITLE="Random Variate Generation by Numerical Inversion when only the
               Density is known",
        journal={ACM Transactions on Modeling and Computer Simulation},
  VOLUME = {20},
  Number = {4},
  YEAR  =  {2010},
  PAGES =  {Article 18}
}

@INCOLLECTION {rDEV06a,
      AUTHOR = {L. Devroye},
      TITLE={Nonuniform Random Variate Generation},
      BOOKTITLE={Simulation},
      series={Handbooks in Operations Research and Management Science},
      EDITOR={S. G. Henderson and B. L. Nelson},
      PUBLISHER={Elsevier},
      ADDRESS={Amsterdam, The Netherlands},
      YEAR={2006},
      note = {Chapter 4},
      PAGES = {83--121}
}

@BOOK {rDEV86a,
	AUTHOR="L. Devroye",
	TITLE={Non-Uniform Random Variate Generation},
	PUBLISHER="Springer-Verlag",
	ADDRESS={New York, NY},
	YEAR={1986}  }

@INPROCEEDINGS {rDEV96a,
	AUTHOR="L. Devroye",
	TITLE="Random Variate Generation in One Line of Code",
	BOOKTITLE={Proceedings of the 1996 Winter Simulation Conference},
	PUBLISHER={IEEE Press},
	YEAR={1996},
	PAGES={265--271}  }

@InProceedings{rFAU02a,
  author =       {H. Faure and S. Tezuka},
  title =        {Another Random Scrambling of Digital $(t,s)$-sequences},
  booktitle = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2000},
  pages =	 {242--256},
  year =	 {2002},
  editor =	 {K.-T. Fang and F. J. Hickernell and H. Niederreiter},
  address =	 {Berlin},
  publisher =	 {Springer-Verlag},
}

@ARTICLE{rFAU92a,
	author	={H. Faure},
	title	={Good Permutations for Extreme Discrepancy},
	journal	={Journal of Number Theory},
	volume	={42},
	pages	={47--56},
	year	=1992}

@ARTICLE{rFOX86a,
  	author 	= {B. L. Fox},
  	title 	= {Implementation and relative efficiency of
                   quasirandom sequence generators},
  	journal = {ACM Transactions on Mathematical Software},
  	year 	= {1986},
  	OPTkey 	= {},
  	volume 	= {12},
      OPTnumber = {},
       OPTmonth = {},
  	pages   = {362--376},
 	 OPTnote= {},
      OPTannote = {}
}

@Book{rGEN98a,
  author = 	 {J. E. Gentle},
  title = 	 {Random Number Generation and {M}onte {C}arlo Methods},
  publisher = 	 {Springer},
  year = 	 {1998},
  address = 	 {New York, NY},
  OPTannote = 	 {}
}

@ARTICLE{rHAL60a,
   author = {J. H. Halton},
   title = {On the efficiency of certain quasi-random sequences
            of points in evaluating multi-dimensional integrals},
   journal = {Numerische Mathematik},
   volume = 2,
   pages = {84--90},
   year = 1960}

@ARTICLE {rHAM60a,
	AUTHOR="J. M. Hammersley",
	TITLE="{M}onte {C}arlo Methods for Solving Multivariate Problems",
	JOURNAL={Annals of the {N}ew {Y}ork Academy of Science},
	VOLUME={86},
	YEAR={1960},
	PAGES={844--874}  }

@ARTICLE {rHEL98a,
  author = {P. Hellekalek and H. Niederreiter},
  title = {The Weighted Spectral Test: Diaphony},
  journal = {ACM Transactions on Modeling and Computer Simulation},
  volume = {8},
  number = {1},
  pages = {43--60},
  year = {1998},
  abstract = {proofs of the weighted spectral test with diaphony},
  keywords = {diaphony, spectral test}
  }

@inproceedings {rHOR00a,
	AUTHOR={W. H{\"o}rmann and J. Leydold},
	TITLE="Automatic Random Variate Generation for Simulation Input",
	BOOKTITLE={Proceedings of the 2000 Winter Simulation Conference},
        editor = {J. A. Joines and R. R. Barton and K. Kang
                  and P. A. Fishwick},
	PUBLISHER="{IEEE} Press",
        ADDRESS= {Piscataway, NJ},
	MONTH={Dec},
	YEAR={2000},
	PAGES={675--682}  }

@Book{rHOR04a,
  author =	 {W. H\"ormann and J. Leydold and G. Derflinger},
  title = 	 {Automatic Nonuniform Random Variate Generation},
  publisher = 	 {Springer-Verlag},
  year = 	 {2004},
  OPTseries = 	 {},
  address =	 {Berlin},
  OPTannote = 	 {}
}

@ARTICLE {rHOR90a,
      AUTHOR={W. H{\"o}ermann and G. Derflinger},
      TITLE={The {ACR} Method for generating normal random variables},
      JOURNAL={OR Spektrum},
      VOLUME={12},
      PAGES={181--185},
      YEAR={1990}}

@Article{rKEM81a,
  author = 	 {A. W. Kemp},
  title = 	 {Efficient Generation of Logarithmically Distributed
                  Pseudo-random Variables},
  journal = 	 {Applied Statistics},
  year = 	 {1981},
  volume =	 {30},
  OPTnumber = 	 {},
  pages =	 {249--253},
  OPTannote = 	 {}
}

@ARTICLE {rKIN76a,
      AUTHOR="A. J. Kinderman and J. G. Ramage",
      TITLE="Computer Generation of Normal Random Variables",
      JOURNAL={Journal of the American Statistical Association},
      VOLUME={71},
      PAGES={893--898},
      YEAR={1976}}

@BOOK {rKNU98a,
       old = {rKNU97a},
	AUTHOR="D. E. Knuth",
	TITLE={The Art of Computer Programming, Volume 2:
	   Seminumerical Algorithms},
	EDITION={Third},
	PUBLISHER="Addison-Wesley",
        ADDRESS={Reading, MA},
	YEAR={1998}  }

@INPROCEEDINGS {rLEC00b,
	AUTHOR="P. L'Ecuyer and R. Touzin",
	TITLE={Fast Combined Multiple Recursive Generators with Multipliers
               of the Form $a = \pm 2^q \pm 2^r$},
	BOOKTITLE={Proceedings of the 2000 Winter Simulation Conference},
   OPTeditor = {J. A. Joines and R. R. Barton and K. Kang
                  and P. A. Fishwick},
	PUBLISHER="{IEEE} Press",
        ADDRESS= {Piscataway, NJ},
	YEAR={2000},
	PAGES={683--689}  }

@INPROCEEDINGS {rLEC01d,
	AUTHOR="P. L'Ecuyer",
	TITLE={Software for Uniform Random Number Generation:
               Distinguishing the Good and the Bad},
	BOOKTITLE={Proceedings of the 2001 Winter Simulation Conference},
        OPTeditor = {},
	PUBLISHER="{IEEE} Press",
        ADDRESS= {Piscataway, NJ},
	YEAR={2001},
	PAGES={95--105}  }

@article {rLEC02a,
        old = {rLEC01s},
	AUTHOR="P. L'Ecuyer and R. Simard and E. J. Chen and W. D. Kelton",
	TITLE="An Object-Oriented Random-Number Package with Many
               Long Streams and Substreams",
	JOURNAL={Operations Research},
        VOLUME={50},
        NUMBER={6},
        PAGES={1073--1075},
	YEAR={2002} }

@incollection {rLEC02b,
  old = {rLEC01b},
  AUTHOR="P. L'Ecuyer and F. Panneton",
  TITLE={Construction of Equidistributed Generators Based on
         Linear Recurrences Modulo 2},
  booktitle = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2000},
  editor =	 {K.-T. Fang and F. J. Hickernell and H. Niederreiter},
  address =	 {Berlin},
  publisher =	 {Springer-Verlag},
  pages =	 {318--330},
  year =	 {2002},
}

@article {rLEC02c,
        old = {rLEC98s},
	AUTHOR="P. L'Ecuyer and R. Simard and S. Wegenkittl",
	TITLE="Sparse Serial Tests of Uniformity for
               Random Number Generators",
	JOURNAL={{SIAM} Journal on Scientific Computing},
        VOLUME={24},
        NUMBER = {2},
        PAGES={652--668},
	YEAR={2002} }

@article {rLEC03c,
        old = {rLEC01c},
      	AUTHOR="P. L'Ecuyer and J. Granger-Pich\'e",
	TITLE="Combined Generators with Components from Different Families",
	JOURNAL={Mathematics and Computers in Simulation},
        VOLUME={62},
        PAGES={395--404},
	YEAR={2003},
}

@INCOLLECTION {rLEC04b,
      AUTHOR="P. L'Ecuyer",
      TITLE={Random Number Generation},
      BOOKTITLE={Handbook of Computational Statistics},
      EDITOR={J. E. Gentle and W. Haerdle and Y. Mori},
      PUBLISHER={Springer-Verlag},
      ADDRESS={Berlin},
      YEAR={2004},
      note = {Chapter II.2},
      PAGES = {35--70} }

@article{rLEC06a,
  old = {rLEC04c},
  author = 	 {P. L'Ecuyer and R. Simard},
  title = 	 {Inverting the Symmetrical Beta Distribution},
  journal = 	 {{ACM} Transactions on Mathematical Software},
  volume =  	 {32},
  number =     {4},
  pages =      {509--520},
  year =	     {2006},
}

@ARTICLE {rLEC91a,
	AUTHOR="P. L'Ecuyer and S. C{\^o}t{\'e}",
	TITLE="Implementing a Random Number Package with Splitting Facilities",
	JOURNAL={ACM Transactions on Mathematical Software},
	VOLUME={17},
	NUMBER={1},
	YEAR={1991},
	PAGES={98--111}  }

@ARTICLE {rLEC96a,
        old="rLEC94g",
	AUTHOR="P. L'Ecuyer",
	TITLE="Maximally Equidistributed Combined {T}ausworthe Generators",
        JOURNAL="Mathematics of Computation",
        VOLUME={65},
        NUMBER={213},
	YEAR={1996},
	PAGES={203--213}  }

@article {rLEC97d,
        old = "rLEC96i",
	AUTHOR="P. L'Ecuyer and T. H. Andres",
	TITLE="A Random Number Generator Based on the Combination of
               Four {LCG}s",
	JOURNAL={Mathematics and Computers in Simulation},
        VOLUME={44},
        PAGES={99--107},
	YEAR={1997},
        NOTExx={Manuscript (A longer version of the present paper)}
        }

@article {rLEC99a,
        old = "rLEC97g",
	AUTHOR="P. L'Ecuyer",
	TITLE="Tables of Maximally Equidistributed Combined {LFSR} Generators",
	JOURNAL={Mathematics of Computation},
        VOLUME={68},
        NUMBER={225},
        PAGES={261--269},
	YEAR={1999}
        }

@article {rLEC99b,
        old = "rLEC97f",
	AUTHOR="P. L'Ecuyer",
	TITLE="Good Parameters and Implementations for
           Combined Multiple Recursive Random Number Generators",
	JOURNAL={Operations Research},
        VOLUME={47},
        NUMBER={1},
        PAGES={159--164},
	YEAR={1999}
        }

@article{rLIA00a,
	AUTHOR="J. J. Liang and K. T. Fang and F. J. Hickernell and R. Li",
	TITLE="Testing multivariate uniformity and its applications",
	JOURNAL={Mathematics of Computation},
        VOLUME={70},
        number ={233},
        PAGES={337--355},
	YEAR={2000}
	}

@unpublished{rLIU13a,
   author = {C. Liu and R. Martin and N. Syring},
   title = "{Simulating from a gamma distribution with small shape parameter}",
   note = {ArXiv e-prints},
archivePrefix = "arXiv",
   eprint = {1302.1884},
     year = 2013,
    month = feb,
}

@techreport{rMAR62a,
      AUTHOR="G. Marsaglia",
      TITLE="Improving the Polar Method for Generating a
             Pair of Random Variables",
      institution="Boeing Scientific Research Laboratory",
      YEAR={1962},
      ADDRESS={Seattle, Washington}
}

@INPROCEEDINGS {rMAR85a,
	AUTHOR="G. Marsaglia",
	TITLE="A Current View of Random Number Generators",
	BOOKTITLE={Computer Science and Statistics, Sixteenth
           Symposium on the Interface},
   PUBLISHER={Elsevier Science Publishers},
   EDITOR={L. Billard},
	YEAR={1985},
	PAGES={3--10},
	ADDRESS={North-Holland, Amsterdam}  }

@ARTICLE {rMAR94b,
	AUTHOR="G. Marsaglia and A. Zaman and J. C. W. Marsaglia",
	TITLE="Rapid Evaluation of the Inverse Normal Distribution
               Function",
	JOURNAL={Statistics and Probability Letters},
	VOLUME={19},
	YEAR={1994},
	PAGES={259--266}  }

@article {rMAT98a,
	AUTHOR="M. Matsumoto and T. Nishimura",
	TITLE="Mersenne Twister: A 623-Dimensionally Equidistributed
               Uniform Pseudo-Random Number Generator",
	JOURNAL={ACM Transactions on Modeling and Computer Simulation},
        VOLUME={8},
	NUMBER={1},
	YEAR={1998},
	PAGES={3--30}  }

@article{rMIC76a,
	author = {J. R. Michael and W. R. Schuchany and R. W. Haas},
	title = {Generating Random Variates Using Transformations with Multiple Roots},
	journal = {The American Statistician},
	volume = {30},
	pages = {88--90},
	year = {1976} }

@BOOK {rNIE92b,
	AUTHOR="H. Niederreiter",
	TITLE={Random Number Generation and Quasi-{M}onte {C}arlo Methods},
	SERIES={SIAM CBMS-NSF Regional Conference Series in Applied
	       Mathematics},
	VOLUME={63},
	PUBLISHER="SIAM",
	ADDRESS={Philadelphia, PA},
	YEAR={1992}  }

@incollection {rNIE98a,
   AUTHOR    ="H. Niederreiter and C. Xing",
   TITLE     ="Nets, $(t,s)$-Sequences, and Algebraic Geometry",
   booktitle = {Random and Quasi-Random Point Sets},
   editor    = {P. Hellekalek and G. Larcher},
   publisher = {Springer},
   address   = {New York, NY},
   volume    = {138},
   pages     = {267--302},
   year      = {1998},
   ISBN      = {ISBN is 0-387-98554-9},
   series    = {Lecture Notes in Statistics} }

@inproceedings{rPAN04a,
  author = 	 {F. Panneton and P. L'Ecuyer},
  title = 	 {Random Number Generators Based on Linear
                  Recurrences in {$F_{2^w}$}},
  booktitle = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2002},
  OPTvolume = 	 {},
  OPTnumber = 	 {},
  pages =	 {367--378},
  year =         {2004},
  editor =	 {H. Niederreiter},
  address =	 {Berlin},
  publisher =	 {Springer-Verlag},
}

@inproceedings{rPAN04d,
  new =  {rPAN06a},
  author = 	 {F. Panneton and P. L'Ecuyer},
  title = 	 {Infinite-Dimensional Point Sets Based on
                  Linear Recurrences over {GF($2^w$)}},
  booktitle =    {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2004},
  OPTvolume = 	 {},
  OPTnumber = 	 {},
  OPTpages =	 {},
  year =         {2005},
  editor =	 {H. Niederreiter and D. Talay},
  address =	 {Berlin},
  publisher =	 {Springer-Verlag},
  note = {to appear},
}

@phdthesis {rPAN04t,
  author = {F. Panneton},
  title = {Construction d'ensembles de points bas\'ee sur des r\'ecurrences
           lin\'eaires dans un corps fini de caract\'eristique 2
           pour la simulation {M}onte {C}arlo et l'int\'egration
           quasi-{M}onte {C}arlo},
  school  = {D\'epartement d'informatique et de recherche op\'erationnelle,
             Universit\'e de Montr\'eal},
  address = {Canada},
  month = {August},
  year = {2004},
  }

@article{rPAN06b,
  old = {rPAN04b},
  author = 	 {F. Panneton and P. L'Ecuyer and M. Matsumoto},
  title = 	 {Improved Long-Period Generators Based on Linear
              Recurrences Modulo 2},
  journal = 	 {{ACM} Transactions on Mathematical Software},
  VOLUME={32},
  number={1},
  PAGES={1--16},
  year =	 {2006},
  OPTannote = 	 {wellrng, WELL}
}

@InProceedings{rPIR01c,
  AUTHOR = {G. Pirsic},
  TITLE = {A Software Implementation of {N}iederreiter-{X}ing Sequences},
  booktitle = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2000},
  OPTpages =	 {},
  year =	 {2001},
  editor =	 {K.-T. Fang and F. J. Hickernell and H. Niederreiter},
  OPTaddress =	 {Berlin},
  publisher =	 {Springer},
  note =         {To appear},
  OPTannote = 	 {}
}

@ARTICLE {rSAK83a,
	AUTHOR="H. Sakasegawa",
	TITLE="Stratified rejection and squeeze method for
               generating beta random numbers",
	JOURNAL={Annals of the Institute of Mathematical Statistics},
	VOLUME={35B},
	YEAR={1983},
	PAGES={291--302}  }

@ARTICLE{rSOB67a,
	author	={I. M. Sobol'},
	title	={The distribution of points in a cube and the
                  approximate evaluation of integrals},
	journal	={U.S.S.R. Comput. Math. and Math. Phys.},
	volume	={7},
  number = {4},
	pages	={86--112},
	year	={1967} }

@ARTICLE{rSOB76b,
	author	={I. M. Sobol'},
	title	={Uniformly distributed sequences with an additional
                  uniform property},
	journal ={USSR Comput.\ Math.\ Math.\ Phys.\ Academy of Sciences},
	volume	={16},
	pages	={236--242},
	year	={1976} }

@Article{rSTA93a,
  author = 	 {E. Stadlober and H. Zechner},
  title = 	 {Generating Beta Variates via Patchwork Rejection},
  journal = 	 {Computing},
  year = 	 {1993},
  volume =	 {50},
  OPTnumber =	 {},
  pages =	 {1--18},
  OPTannote = 	 {}
}

@article {rSTR95a,
   author    = {J. Struckmeier},
   title     = {Fast Generation of Low-Discrepancy Sequences},
   journal   = {Journal of Computational and Applied Mathematics},
   year      = {1995},
   volume    = {61},
   number = {4},
   pages     = {29--41} }


@TECHREPORT {rTEZ02a,
	AUTHOR="S. Tezuka and H. Faure",
	TITLE="$i$-Binomial Scrambling of Digital Nets and Sequences",
        optNUMBER={},
	INSTITUTION="{IBM} Research, Tokyo Research Laboratory",
	YEAR={2002}  }

@ARTICLE {rTEZ91b,
	AUTHOR="S. Tezuka and P. L'Ecuyer",
	TITLE="Efficient and Portable Combined {T}ausworthe
	   Random Number Generators",
	JOURNAL={ACM Transactions on Modeling and Computer Simulation},
	VOLUME={1},
	NUMBER={2},
	YEAR={1991},
	PAGES={99--112}  }

@book {rTEZ95a,
	AUTHOR="S. Tezuka",
	TITLE="Uniform Random Numbers: Theory and Practice",
	PUBLISHER={Kluwer Academic Publishers},
	ADDRESS={Norwell, MA},
	YEAR={1995} }

@ARTICLE {rTIR04a,
	AUTHOR="G. Tirler and P. Dalgaard and W. H{\"o}rmann and J. Leydold",
	TITLE="An Error in the {K}inderman-{R}amage Method and How to Fix It",
	JOURNAL={Computational Statistics and Data Analysis},
	VOLUME={47},
	NUMBER={3},
	YEAR={2004},
	PAGES={433--440}  }

@ARTICLE {rULR84a,
	AUTHOR="G. Ulrich",
	TITLE="Computer Generation of Distributions on the m-sphere",
	JOURNAL={Applied Statistics},
	VOLUME={33},
	YEAR={1984},
	PAGES={158--163}  }

@INPROCEEDINGS{rWAR72a,
        AUTHOR="T. T. Warnock",
        TITLE="Computational Investigations of low discrepancy point sets",
        editor = {S. K. Zaremba},
        publisher = {Academic Press},
        BOOKTITLE={Applications of Number Theory to Numerical Analysis},
        PAGES={319--343},
        ADDRESS={London},
        YEAR={1972} }

@INCOLLECTION {rWAR95a,
	AUTHOR="T. T. Warnock",
	TITLE="Computational Investigation of Low-Discrepancy Point Sets",
	BOOKTITLE={{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods in
               Scientific Computing},
        PUBLISHER={Springer-Verlag},
        EDITOR={H. Niederreiter and P. J.-S. Shiue},
        SERIES={Lecture Notes in Statistics},
        volume={106},
	YEAR={1995},
	PAGES={354--361}  }

@Article{sAVR06a,
  new = {sAVR09a},
  author = 	 {A. N. Avramidis and N. Channouf and P. L'Ecuyer},
  title = 	 {Efficient Correlation Matching for Normal Copula Dependence
              When Univariate Marginals are Discrete},
  journal = 	 {{INFORMS} Journal of Computing},
  year = 	 {2009},
  volume =	 {21},
  OPTnumber = 	 {},
  pages =	 {88--106},
}

@article {sBIR86a,
  author = 	 {G. M. Birtwistle and G. Lomow and B. Unger and P. Luker},
  title = 	 {Process Style Packages for Discrete Event Modelling},
  journal = 	 {Transactions of the Society for Computer Simulation},
  pages =	 {279--318},
  year =	 {1986},
  volume =	 {3-4},
  OPTannote = 	 {}
}

@BOOK {sBRA87a,
        AUTHOR="P. Bratley and B. L. Fox and L. E. Schrage",
        TITLE={A Guide to Simulation},
        EDITION={Second},
        PUBLISHER={Springer-Verlag},
        ADDRESS={New York, NY},
        YEAR={1987}  }

@BOOK {sFIS01a,
        AUTHOR="G. S. Fishman",
        TITLE={Discrete Event Simulation: Modeling,
               Programming, and Analysis},
        SERIES={Springer Series in Operations Research},
        PUBLISHER={Springer-Verlag},
        ADDRESS={New York, NY},
        YEAR={2001}  }

@BOOK {sFIS96a,
        AUTHOR="G. S. Fishman",
        TITLE={{M}onte {C}arlo: Concepts, Algorithms, and
		  Applications},
        SERIES={Springer Series in Operations Research},
        PUBLISHER={Springer-Verlag},
        ADDRESS={New York, NY},
        YEAR={1996}  }

@BOOK {sFRA77a,
        AUTHOR="W. R. Franta",
        TITLE={The Process View of Simulation},
        PUBLISHER={North Holland},
        ADDRESS={New York, NY},
        YEAR={1977}  }

@InProceedings{sJAC04a,
   author = {P. H. M. Jacobs and A. Verbraeck},
   title = {Single-Threaded Specification of Process-Interaction Formalism in {J}ava},
  BOOKTITLE =    "Proceedings of the 2004 Winter Simulation Conference",
  publisher =    {{IEEE} Press},
  YEAR =         {2004},
   editor = {R. G. Ingalls and M. D. Rosetti and J. S. Smith and B. A. Peters},
   pages = {1548--1555}
}

@ARTICLE {sKAC85a,
	AUTHOR="V. Kachitvichyanukul and B. Schmeiser",
	YEAR={1985},
	TITLE="Computer Generation of Hypergeometric Random Variates",
	JOURNAL={J. Statist. Comput. Simul.},
	VOLUME={22},
	PAGES={127--145}  }

@ARTICLE {sKIN85a,
	AUTHOR="J. H. Kingston",
	YEAR={1985},
	TITLE="Analysis of Tree Algorithms for the Simulation Event Lists",
	JOURNAL={Acta Informatica},
	VOLUME={22},
	PAGES={15--33}  }

@ARTICLE {sKIN86a,
	AUTHOR="J. H. Kingston",
	YEAR={1986},
	TITLE="Analysis of {H}enriksen's Algorithm for the
               Simulation Event Set",
	JOURNAL={SIAM Journal on Computing},
	VOLUME={15},
	PAGES={887--902}  }

@BOOK {sKRE86a,
        AUTHOR="W. Kreutzer",
        TITLE={System Simulation - Programming Styles and Languages},
        PUBLISHER={Addison Wesley},
        ADDRESS={New York, NY},
        YEAR={1986}  }

% March 28, 2005: No available Web page for this.
% The Web page of the first author does not contain SimJAVA.
@BOOK {sLAW00a,
        AUTHOR="A. M. Law and W. D. Kelton",
        TITLE={Simulation Modeling and Analysis},
        EDITION={Third},
        PUBLISHER={McGraw-Hill},
        ADDRESS={New York, NY},
        YEAR={2000}  }

@InProceedings{sLEC02a,
  author = 	 {P. L'Ecuyer and L. Meliani and J. Vaucher},
  title = 	 {{SSJ}: A Framework for Stochastic Simulation in {J}ava},
  booktitle = {Proceedings of the 34th Winter Simulation Conference: exploring new frontiers},
  pages =	 {234--242},
  year =     {2002},
  editor =	 {E. Y\"ucesan and C.-H. Chen and J. L. Snowdon and J. M. Charnes},
  publisher = {{IEEE} Press},
  note =     {Available at \url{http://simul.iro.umontreal.ca/ssj/indexe.html}},
  OPTannote = {Java simulation package}
}

@InProceedings{sLEC05a,
  author = 	 {P. L'Ecuyer and E. Buist},
  title = 	 {Simulation in {J}ava with {SSJ}},
  booktitle = 	 {Proceedings of the 2005 Winter Simulation Conference},
  pages =	 {611--620},
  year =	 {2005},
  editor =	 {M. E. Kuhl and N. M. Steiger and F. B. Armstrong and J. A. Joines},
  publisher =	 {{IEEE} Press},
  address = {Piscataway, NJ},
  OPTannote = 	 {Java simulation package}
}

@book {sLEC09a,
  title = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2008},
  editor =	 {P. L'Ecuyer and A. B. Owen},
  publisher =	 {Springer-Verlag},
  address =	 {Berlin},
  year =	 {2010},
}

@TECHREPORT {sLEC88a,
            AUTHOR="P. L'{E}cuyer",
            TITLE="{SIMOD}:
               D{\'e}finition fonctionnelle et guide d'utilisation
               (version 2.0)",
            LANGUAGE={french},
            NUMBER={DIUL-RT-8804},
            INSTITUTION={D{\'e}partement d'informatique, Universit\'e Laval},
            MONTH={Sept},
            YEAR={1988} }

@ARTICLE {sLEC91a,
	AUTHOR="P. L'{E}cuyer and M. Mayrand and M. Dror",
	YEAR={1991},
	TITLE="Dynamic Scheduling of a Robot Servicing Machines
           on a One-Dimensional Line",
	JOURNAL={IIE Transactions},
	VOLUME={23},
        NUMBER={4},
	PAGES={371--382}  }

@ARTICLE {tAND52a,
	AUTHOR="T. W. Anderson and D. A. Darling",
	TITLE="Asymptotic Theory of Certain Goodness of Fit Criteria
               Based on Stochastic Processes",
	JOURNAL={Annals of Mathematical Statistics},
	VOLUME={23},
	YEAR={1952},
	PAGES={193--212}  }

@ARTICLE {tAND95b,
	AUTHOR="N. H. Anderson and D. M. Titterington",
	TITLE="A Comparison of Two Statistics for Detecting Clustering
               in One Dimension",
	JOURNAL={Journal of Statistical Computation and Simulation},
	VOLUME={53},
	YEAR={1995},
	PAGES={103--125}  }

@ARTICLE {tBAT70a,
	AUTHOR="G. P. Bhattacharjee",
	TITLE="The incomplete gamma integral",
	JOURNAL={Applied Statistics},
        NOTE={AS32},
	VOLUME={19},
	YEAR={1970},
	PAGES={285--287}  }

@Article{tBER94a,
  author = 	 {A. Berlinet and L. Devroye},
  title = 	 {A Comparison of Kernel Density Estimates},
  journal =  {Publications de l'Institut de Statistique de
                  l'Universit\'e de {P}aris},
  year = 	 {1994},
  volume =	 {38},
  number =	 {3},
  pages =	 {3--59},
  note =	 {available at \url{http://cgm.cs.mcgill.ca/~luc/np.html}},
  OPTannote = 	 {survey density estimation}
}

@ARTICLE {tBES75a,
	AUTHOR="D. J. Best and D. E. Roberts",
	YEAR={1975},
	TITLE="Algorithm {AS} 91:
            The Percentage Points of the $\chi^{2}$ Distribution",
	JOURNAL={Applied Statistics},
	VOLUME={24},
	PAGES={385--388}  }

@ARTICLE {tBIR69a,
	AUTHOR="Z. W. Birnbaum and S. C. Saunders",
	TITLE="A New Family of Life Distributions",
	JOURNAL={Journal of Applied Probability},
	VOLUME={6},
	YEAR={1969},
	PAGES={319--327}  }

@ARTICLE {tBLA76a,
  OLD = {tBEJ76a},
	AUTHOR="J. M. Blair and C. A. Edwards and J. H. Johnson",
	TITLE="Rational {C}hebyshev Approximations for the Inverse of the
               Error Function",
	JOURNAL={Mathematics of Computation},
	VOLUME={30},
	YEAR={1976},
	PAGES={827--830}  }

@ARTICLE {tBOL64a,
	AUTHOR="L. N. Bol'shev",
	TITLE= {Some applications of {P}earson transformations},
	JOURNAL={Review of the Internat. Stat. Institute},
	VOLUME={32},
	YEAR={1964},
	PAGES={14--16}  }

@ARTICLE{tBRO07a,
  author={J. R. Brown and M. E. Harvey},
  title={Rational Arithmetic {M}athematica Functions to Evaluate the
         One-sided One-sample {K-S} Cumulative Sample Distribution},
  journal={Journal of Statistical Software},
  year="2007",
  volume={19},
  number={6},
  pages={1--32},
  url={http://www.jstatsoft.org/v19/i06}
}

@ARTICLE{tBRO08a,
  author={J. R. Brown and M. E. Harvey},
  title={Rational Arithmetic {{M}athematica} Functions to Evaluate the
         Two-Sided One sample {K-S} Cumulative Sample Distribution},
  journal={Journal of Statistical Software},
  year="2008",
  volume={26},
  number={2},
  pages={1--40},
  url={http://www.jstatsoft.org/v26/i02}
}

@ARTICLE {tCAM51a,
	AUTHOR="B. H. Camp",
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	TITLE="Approximation to the Point Binomial",
	JOURNAL={Ann. Math. Stat.},
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	PAGES={130--131}  }

@Article{tCAO94a,
  author = 	 {R. Cao and A. Cuevas and W. Gonz\'alez-Manteiga},
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  journal = 	 {Computational Statistics and Data Analysis},
  year = 	 {1994},
  volume =	 {17},
  OPTnumber =	 {},
  pages =	 {153--176},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {density estimation comparison}
}

@ARTICLE {tCSO96a,
	AUTHOR={S. Cs\"org\H{o} and J. J. Faraway},
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	VOLUME={58},
	YEAR={1996},
	PAGES={221--234}  }

@BOOK {tCUY08a,
        AUTHOR="A. M. Cuyt and V. B. Petersen and B. Verdonk and H. Waadeland
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        YEAR={2008}  }

@ARTICLE {tDAR60a,
	AUTHOR="D. A. Darling",
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	PAGES={356--360} }

@ARTICLE {tDAR83a,
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	VOLUME={11},
	NUMBER={4},
	YEAR={1983},
	PAGES={1263--1266} }

@BOOK {tDEV85a,
      AUTHOR={Devroye, L. and Gy\"orfi, L.},
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      YEAR={1985}}

@ARTICLE {tDID92a,
       AUTHOR="A. R. DiDonato and A. H. Morris",
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       VOLUME={18},
       NUMBER={3},
       YEAR={1992},
       PAGES={360--377}}

@ARTICLE {tDON73a,
	AUTHOR="T. G. Donnelly",
	YEAR={1973},
	TITLE="Algorithm 462: Bivariate Normal Distribution",
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	VOLUME={16},
	PAGES={638}  }

@ARTICLE {tDRE90a,
        OLD = {tDRE89a},
	AUTHOR="Z. Drezner and G. O. Wesolowsky",
	YEAR={1990},
	TITLE="On the computation of the bivariate normal integral",
	JOURNAL={Journal of Statistical Computation and Simulation},
	VOLUME={35},
	PAGES={101--107}  }

@BOOK {tDUR73a,
	AUTHOR="J. Durbin",
	TITLE={Distribution Theory for Tests Based on the
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	SERIES={SIAM CBMS-NSF Regional Conference Series in
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	xVOLUME={9},
	PUBLISHER="SIAM",
	ADDRESS={Philadelphia, PA},
	YEAR={1973}  }

@Book{tEVA00a,
  author =	 {M. Evans and N. Hastings and B. Peacock},
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  publisher = 	 {Wiley},
  year = 	 {2000},
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}

@Article{tFLY06a,
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  volume =   {16},
  pages =    {56--62}
}

@ARTICLE {tGEN04a,
	AUTHOR="A. Genz",
	YEAR={2004},
	TITLE="Numerical Computation of Rectangular
               Bivariate and Trivariate Normal and $t$ Probabilities",
	JOURNAL={Statistics and Computing},
        NOTE={See \url{http://www.math.wsu.edu/faculty/genz/homepage}},
	VOLUME={14},
	PAGES={151--160}  }

@BOOK {tGLA01a,
    AUTHOR       = {J. Glaz and J. Naus and S. Wallenstein},
    TITLE        = {Scan statistics},
    PUBLISHER    = {Springer},
    SERIES       = {Springer Series in Statistics},
    ADDRESS      = {New York, NY},
    YEAR         = {2001} }

@ARTICLE {tGLA89a,
	AUTHOR="J. Glaz",
	YEAR={1989},
	TITLE="Approximations and Bounds for the Distribution of the
               Scan Statistic",
	JOURNAL={Journal of the American Statistical Association},
	VOLUME={84},
	PAGES={560--566}  }

@ARTICLE {tGOL73a,
	AUTHOR="R. B. Goldstein",
	TITLE="Algorithm 451: Chi-square quantiles",
	JOURNAL={Communications of the ACM},
	VOLUME={16},
	YEAR={1973},
	PAGES={483--485}  }

@ARTICLE {tGRA12a,
   AUTHOR = "A. W. Grace and  I. A. Wood",
   TITLE = "Approximating the tail of the {A}nderson–{D}arling distribution",
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   VOLUME = {56},
   number = {12},
   YEAR = {2012},
   PAGES = {4301--4311},
  doi = "10.1016/j.csda.2012.04.002",
 url = "http://www.sciencedirect.com/science/article/pii/S016794731200151X",
 keywords = "Anderson-Darling distribution"
  }

@Article{tHIC99a,
  author = 	 {F. J. Hickernell},
  title = 	 {Goodness-of-Fit Statistics, Discrepancies
                  and Robust Designs},
  journal = 	 {Statistics and Probability Letters},
  year = 	 {1999},
  volume =	 {44},
  OPTnumber = 	 {},
  pages =	 {73--78},
  OPTannote = 	 {}
}

@ARTICLE {tHIL70a,
	AUTHOR="G. W. Hill",
	YEAR={1970},
	TITLE="Algorithm 395:  Student's $t$-Distribution",
	JOURNAL={Communications of the ACM},
	VOLUME={13},
	PAGES={617--619}  }

@ARTICLE {tHUA07a,
   AUTHOR="J. S. Huang and P. S. Shen",
   TITLE="More Maximum Likelihood Oddities",
   JOURNAL={Journal of Statistical Planning and Inference},
   VOLUME={137},
   NUMBER={7},
   YEAR={2007},
   PAGES={2151--2155}  }

@Article{tJOH49a,
  author = 	 {N. L. Johnson},
  title = 	 {Systems of Frequency Curves Generated by Methods
                  of Translation},
  journal = 	 {Biometrika},
  year = 	 {1949},
  OPTkey = 	 {},
  volume =	 {36},
  OPTnumber = 	 {},
  pages =	 {149--176},
  OPTannote = 	 {}
}

@book{tJOH69a,
 author = {N. L. Johnson and S. Kotz},
 title = {Distributions in Statistics: Discrete Distributions},
 publisher = {Houghton Mifflin},
 address = {Boston},
 year = {1969},
}

@book{tJOH72a,
 author = {N. L. Johnson and S. Kotz},
 title = {Distributions in Statistics: Continuous Multivariate Distributions},
 publisher = {John Wiley},
 address = {New York, NY},
 year = {1972},
}

@BOOK{tJOH95a,
     author = {N. L. Johnson and S. Kotz and N. Balakrishnan},
     title = {Continuous Univariate Distributions},
     volume = {1},
     publisher = {Wiley},
     edition = {2nd},
     year = {1994}}

@BOOK{tJOH95b,
     author = {N. L. Johnson and S. Kotz and N. Balakrishnan},
     title = {Continuous Univariate Distributions},
     volume = {2},
     publisher = {Wiley},
     edition = {2nd},
     year = {1995}}

@BOOK {tKEN80a,
        AUTHOR="W. J. {Kennedy Jr.} and J. E. Gentle",
        TITLE={Statistical Computing},
        PUBLISHER={Dekker},
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        YEAR={1980}  }

@ARTICLE {tKNO74a,
	AUTHOR="M. Knott",
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               for Small Sample Sizes",
	JOURNAL={Journal of the Royal Statistical Society B},
	VOLUME={36},
        YEAR={1974},
	PAGES={430--438}  }

@BOOK{tKOT04a,
     author = {S. Kotz  and  J. R. van Dorp},
     title = {{BEYOND BETA}, Other Continuous Families of Distributions with Bounded
                   Support and Applications},
     publisher = {World Scientific Publishing co.},
     ADDRESS= { Singapore},
     year = {2004}}

@BOOK{tKRI06a,
     author = {K. Krishnamoorthy},
     title = {Handbook of statistical distributions with applications},
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     ADDRESS= {Boca Raton, FL},
     year = {2006}}

@ARTICLE {tLEO61a,
	AUTHOR="F. C. Leone and L. S. Nelson and R. B. Nottingham",
	TITLE="The folded normal Distribution",
	JOURNAL={Technometrics},
	VOLUME={3},
        NUMBER={4},
	YEAR={1961},
	PAGES={543--550}  }

@ARTICLE {tLEW61a,
	AUTHOR="P. A. W. Lewis",
	TITLE="Distribution of the {A}nderson-{D}arling Statistic",
	JOURNAL={Annals of Mathematical Statistics},
	VOLUME={32},
	YEAR={1961},
	PAGES={1118--1124}  }

@ARTICLE {tMAR03a,
	AUTHOR="G. Marsaglia and W. W. Tsang and J. Wang",
	YEAR={2003},
	TITLE="Evaluating {K}olmogorov's Distribution",
	JOURNAL={Journal of Statistical Software},
	VOLUME={8},
        NUMBER={18},
    note =  {URL is \url{http://www.jstatsoft.org/v08/i18/}},
	PAGES={1--4}  }

@ARTICLE {tMAR04a,
	AUTHOR="G. Marsaglia and J. Marsaglia",
	YEAR={2004},
	TITLE="Evaluating the {A}nderson-{D}arling Distribution",
	JOURNAL={Journal of Statistical Software},
	VOLUME={9},
        NUMBER={2},
        NOTE={See \url{http://www.jstatsoft.org/v09/i02/}},
	PAGES={1--5}  }

@BOOK {tMAR78a,
        AUTHOR="K. V. Mardia and P. J. Zemroch",
        TITLE={Tables of the {F} and Related Distributions with Algorithms},
        PUBLISHER={Academic Press},
        ADDRESS={London},
        YEAR={1978}  }

@BOOK {tMOL70a,
          AUTHOR="W. Molenaar",
          TITLE={Approximations to the Poisson, Binomial and Hypergeometric
                 Distribution Functions},
          SERIES={Mathematical Center Tract},
          VOLUME={31},
          PUBLISHER={Mathematisch Centrum},
          ADDRESS={Amsterdam},
          YEAR={1970}}

@ARTICLE{tOLI72a,
  author={E. H. Oliver},
  title={A Maximum Likelihood Oddity},
  journal={The American Statistician},
  volume = {26},
  number = {3},
  year={1972},
  pages={43–-44}
}

@ARTICLE {tPEA59a,
        AUTHOR="E. S. Pearson",
        TITLE="Note on an approximation to the distribution of non-central
               $\chi^2$",
        JOURNAL={Biometrika},
        YEAR={1959},
        VOLUME={46},
        PAGES={364} }

@ARTICLE {tPEI68a,
        AUTHOR="D. B. Peizer and J. W. Pratt",
        TITLE="A Normal Approximation for Binomial, {F}, Beta, and Other
              Common Related Tail Probabilities",
	JOURNAL={Journal of the American Statistical Association},
        YEAR={1968},
        VOLUME={63},
        PAGES={1416--1456} }

@ARTICLE {tPEL76a,
        AUTHOR="W. Pelz and I. J. Good",
        TITLE="Approximating the Lower Tail-areas of the {K}olmogorov-{S}mirnov
               One-sample Statistic ",
	     JOURNAL={Journal of the Royal Statistical Society B},
        YEAR={1976},
        VOLUME={38},
        NUMBER = {2},
        PAGES={152--156} }

@ARTICLE {tPEN00a,
        AUTHOR="S. Penev and T. Raykov",
        TITLE="A {W}iener Germ Approximation of the Noncentral Chi Square
               Distribution and of Its Quantiles",
	JOURNAL={Computational Statistics},
        YEAR={2000},
        NUMBER = {2},
        VOLUME={15},
        PAGES={219--228} }

@ARTICLE {tPOM74a,
        AUTHOR="J. Pomeranz",
        TITLE="Exact Cumulative Distribution of the {K}olmogorov-{S}mirnov
               Statistic for Small Samples (Algorithm 487)",
        JOURNAL={Communications of the ACM},
        url={http://calgo.acm.org/487.gz},
        YEAR={1974},
        VOLUME={17},
   number = {12},
        PAGES={703--704} }

@BOOK {tREA88a,
      AUTHOR="T. R. C. Read and N. A. C. Cressie",
      TITLE={Goodness-of-Fit Statistics for Discrete Multivariate Data},
      SERIES={Springer Series in Statistics},
      PUBLISHER="Springer-Verlag",
      ADDRESS={New York, NY},
      YEAR={1988} }

@ARTICLE {tSCH78a,
        AUTHOR="J. L. Schonfelder",
        TITLE="Chebyshev Expansions for the Error and Related Functions",
        JOURNAL={Mathematics of Computation},
        VOLUME={32},
        YEAR={1978},
        PAGES={1232--1240}  }

@BOOK {tSER80a,
	AUTHOR="R. J. Serfling",
	TITLE={Approximation Theorems for Mathematical Statistics},
	PUBLISHER="Wiley",
	ADDRESS={New York, NY},
	YEAR={1980}  }

@BOOK {tSIL86a,
      AUTHOR={Silverman, B.},
      TITLE={Density Estimation for Statistics and Data Analysis},
      PUBLISHER={Chapman and Hall},
      ADDRESS={London},
      YEAR={1986}}

@article{tSIM11a,
  author =   {R. Simard and P. L'Ecuyer},
  title =    {Computing the Two-Sided {Kolmogorov-Smirnov} Distribution},
  journal =     {Journal of Statistical Software},
  volume =      {39},
  number =     {11},
  note =  {URL is \url{http://www.jstatsoft.org/v39/i11}},
  OPTpages =      {1--18},
  year =      {2011}
}

@ARTICLE {tSTE70a,
	AUTHOR="M. A. Stephens",
	TITLE="Use of the {K}olmogorov-{S}mirnov, {C}ram{\'e}r-{V}on {M}ises
               and Related Statistics Without Extensive Tables",
	JOURNAL={Journal of the Royal Statistical Society, Series B},
	VOLUME={33},
	NUMBER={1},
	YEAR={1970},
	PAGES={115--122}  }

@INCOLLECTION {tSTE86a,
	AUTHOR="M. S. Stephens",
	TITLE="Tests for the Uniform Distribution",
	BOOKTITLE={Goodness-of-Fit Techniques},
	EDITOR={R. B. D'Agostino and M. S. Stephens},
	PUBLISHER="Marcel Dekker",
        address = {New York and Basel},
        PAGES={331--366},
	YEAR={1986} }

@INCOLLECTION {tSTE86b,
	AUTHOR="M. S. Stephens",
	TITLE="Tests Based on {EDF} Statistics",
	BOOKTITLE={Goodness-of-Fit Techniques},
	EDITOR={R. B. D'Agostino and M. S. Stephens},
	PUBLISHER="Marcel Dekker",
        address = {New York and Basel},
	YEAR={1986} }

@ARTICLE {tWAL87a,
	AUTHOR="S. R. Wallenstein and N. Neff",
	TITLE="An Approximation for the Distribution of the
               Scan Statistic",
	JOURNAL={Statistics in Medicine},
	VOLUME={6},
	YEAR={1987},
	PAGES={197--207}  }

@INCOLLECTION {tWAT76a,
	AUTHOR="G. S. Watson",
	TITLE="Optimal Invariant Tests for Uniformity",
	BOOKTITLE={Studies in Probability and Statistics},
	PUBLISHER={North Holland, Amsterdam},
	YEAR={1976},
	PAGES={121--127}  }

@Article{vCRA76a,
  author = 	 {R. Cranley and T. N. L. Patterson},
  title = 	 {Randomization of Number Theoretic Methods for
		  Multiple Integration},
  journal = 	 {{SIAM} Journal on Numerical Analysis},
  year = 	 {1976},
  volume =	 {13},
  number =	 {6},
  pages =	 {904--914},
  OPTannote = 	 {}
}

@article{vFAU09a,
    author = "H. Faure and C. Lemieux",
    title = "Generalized {H}alton Sequences in 2008: A Comparative Study",
    journal = "{ACM} Transactions on Modeling and Computer Simulation",
    year =   {2009},
    volume =  {19},
    number = {4},
    pages =	 {Article 15}
}

@Book{vFOX99a,
  author =	 {B. L. Fox},
  ALTeditor = 	 {},
  title = 	 {Strategies for Quasi-{M}onte {C}arlo},
  publisher = 	 {Kluwer Academic},
  year = 	 {1999},
  address =	 {Boston, MA},
  OPTannote = 	 {}
}

@inproceedings {vGLY02a,
  AUTHOR = "P. W. Glynn and R. Szechtman",
  TITLE = {Some New Perspectives on the Method of Control Variates},
  booktitle = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2000}, 
  pages =	 {27--49},
  year =	 {2002},
  editor =	 {K.-T. Fang and F. J. Hickernell and H. Niederreiter},
  address =	 {Berlin},
  publisher =	 {Springer-Verlag},
}

@article {vHIC01a,
       old     = {vHIC99c},
       AUTHOR  = {F. J. Hickernell and H. S. Hong and P. L'Ecuyer 
                  and C. Lemieux},
       TITLE   = {Extensible Lattice Sequences for Quasi-{M}onte {C}arlo
                  Quadrature},
       JOURNAL = {{SIAM} Journal on Scientific Computing},
       YEAR    = {2001},
       VOLUME  = {22},
       number  = {3},
       PAGES   = {1117--1138}    }

@InProceedings{vHIC02a,
  author =       {F. J. Hickernell},
  title =        {Obtaining ${O(N^{-2+\epsilon})}$ Convergence for Lattice
                  Quadrature Rules},
  booktitle = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2000}, 
  pages =	 {274--289},
  year =	 {2002},
  editor =	 {K.-T. Fang and F. J. Hickernell and H. Niederreiter},
  address =	 {Berlin},
  publisher =	 {Springer-Verlag},
}

@ARTICLE{vHIC98a,
       AUTHOR  = {F. J. Hickernell},
       TITLE   = {A Generalized Discrepancy and Quadrature Error Bound},
       YEAR    = {1998},
       JOURNAL = {Mathematics of Computation},
       VOLUME  = {67},
       number = {221},
       PAGES   = {299--322}    }

@INCOLLECTION {vHIC98c,
    old = "vHIC99a",
   AUTHOR    ="F. J. Hickernell",
   TITLE     = {Lattice Rules: How Well do They Measure Up?},
   booktitle = {Random and Quasi-Random Point Sets},
   editor    = {P. Hellekalek and G. Larcher},
   publisher = {Springer-Verlag},
   address   = {New York},
   volume    = {138},
   pages     = {109--166},
   year      = {1998},
   series    = {Lecture Notes in Statistics} 
  }

@article {vHON03a,
  old = {vHON01a},
  author = {H. S. Hong and F. H. Hickernell},
  title = {Algorithm 823: Implementing Scrambled Digital Sequences},
  journal = {{ACM} Transactions on Mathematical Software},
  volume = {29},
  PAGES = {95--109},
  year = {2003}}

@ARTICLE {vLAV81a,
	AUTHOR="S. S. Lavenberg and P. D. Welch",
	YEAR={1981},
	TITLE="A Perspective on the Use of Control Variables to
	   Increase the Efficiency of {M}onte {C}arlo Simulations",
	JOURNAL={Management Science},
	VOLUME={27},
	PAGES={322--335}  }

@article {vLEC00b,
        old = "vLEC99b",
	AUTHOR="P. L'Ecuyer and C. Lemieux",
	TITLE="Variance Reduction via Lattice Rules",
	YEAR={2000},
	JOURNAL={Management Science},
  VOLUME = {46},
  NUMBER = {9},
	PAGES={1214--1235}  }

@InCollection{vLEC02a,
  old  =         {vLEM01b},
  author = 	 {P. L'Ecuyer and C. Lemieux},
  title = 	 {Recent Advances in Randomized Quasi-{M}onte {C}arlo Methods},
  booktitle = 	 {Modeling Uncertainty: An Examination of Stochastic 
                  Theory, Methods, and Applications},
  pages =	 {419--474},
  publisher =	 {Kluwer Academic},
  year =	 {2002},
  editor =	 {M.~Dror and P.~L'Ecuyer and F.~Szidarovszky},
  address =	 {Boston},
  OPTannote = 	 {survey, qmc, lattice, net}
}

@INPROCEEDINGS {vLEC03b,
	AUTHOR	 ={P. L'Ecuyer},
	TITLE	 ="Quasi-{M}onte {C}arlo Methods for Simulation",
	BOOKTITLE={Proceedings of the 2003 Winter Simulation Conference},
        OPTeditor = {},
        address   = {Piscataway, NJ},
        publisher = {{IEEE} Press},
	YEAR     ={2003},
	pages =	 {81--90},
}

@unpublished{vLEC05a,
   author =       {P. L'Ecuyer and C. L\'ecot and B. Tuffin},
   title =        {A Randomized Quasi-{M}onte {C}arlo Simulation Method for 
                   {M}arkov Chains}, 
   journal = 	 {Operations Research},
   year =	     {2008},
   OPTvolume =  {},
   OPTnumber = {}, 
   OPTpages = {},
   note =         {To appear},
 }

@INPROCEEDINGS {vLEC99a,
        AUTHOR="P. L'Ecuyer and C. Lemieux",
        TITLE="Quasi-{M}onte {C}arlo via Linear Shift-Register Sequences",
        BOOKTITLE={Proceedings of the 1999 Winter Simulation Conference},
        PUBLISHER={{IEEE} Press},
        YEAR={1999},
        PAGES={632--639}  }             

@article{vLEC08a,
   old = {vLEC05a},
   author =       {P. L'Ecuyer and C. L\'ecot and B. Tuffin},
   title =        {A Randomized Quasi-{M}onte {C}arlo Simulation Method for 
                   {M}arkov Chains}, 
   journal = 	 {Operations Research},
   year =	     {2008},
   volume =  {56},
   number = {4}, 
   pages = {958--975},
 }

@inproceedings{vLEC09d,
  old   = {vLEC10a},
  author =       {P. L'Ecuyer and C. L\'ecot and A. L'Archev\^eque-Gaudet},
  title =        {On Array-{RQMC} for {M}arkov Chains: Mapping Alternatives and Convergence Rates},
  booktitle = 	 {{M}onte {C}arlo and Quasi-{M}onte {C}arlo Methods 2008}, 
  pages =	       {485--500},
  year =         {2009},
  editor =     	 {P. L'Ecuyer and A. B. Owen},
  address =	     {Berlin},
  publisher =    {Springer-Verlag},
}

@article{vLEM03a,
  old =          {vLEM00a},
  author =       {C. Lemieux and P. L'Ecuyer},
  title =        {Randomized Polynomial Lattice Rules for Multivariate 
                  Integration and Simulation},
  journal =      {{SIAM} Journal on Scientific Computing},
  volume =	 {24},
  number =	 {5},
  pages =	 {1768--1789},
  year =         {2003},
  OPTannote =    {}
}   

@Article{vMOR94a,
  author =       {W. J. Morokoff and R. E. Caflisch},
  title =        {Quasi-random sequences and their discrepancies},
  journal =      {{SIAM} Journal on Scientific Computing},
  volume =       {15},
  pages =        {1251--1279},
  year =         {1994},
}

@article {vOWE03a,
  author = 	 {A. B. Owen},
  title = 	 {Variance with Alternative Scramblings of Digital Nets},
  journal = 	 {{ACM} Transactions on Modeling and Computer Simulation},
  year = 	 {2003},
  volume =	 {13},
  number =	 {4},
  pages = 	 {363--378}
}

@ARTICLE {vOWE97a,
  old = {vOWE96a},
  AUTHOR="A. B. Owen",
  TITLE="{M}onte {C}arlo Variance of Scrambled Equidistribution
               Quadrature",
  JOURNAL={{SIAM} Journal on Numerical Analysis},
  YEAR=          {1997},
  volume =	 {34},
  number =	 {5},
  pages = 	 {1884--1910}
}

@article {vOWE97b,
  old = {vOWE96b},
  AUTHOR      = {A. B. Owen},
  TITLE       = {Scrambled Net Variance for Integrals of Smooth Functions},
  journal = 	 {Annals of Statistics},
  year = 	 {1997},
  volume =	 {25},
  number =	 {4},
  pages = 	 {1541--1562}
}

@article {vOWE98a,
  author = 	 {A. B. Owen},
  title = 	 {{L}atin Supercube Sampling for Very High-Dimensional
		  Simulations},
  journal = 	 {{ACM} Transactions on Modeling and Computer Simulation},
  year = 	 {1998},
  volume =	 {8},
  number =	 {1},
  pages = 	 {71--102},
}

@BOOK {vSLO94a,
        AUTHOR	 ="I. H. Sloan and S. Joe",
        TITLE	 ={Lattice Methods for Multiple Integration},
        PUBLISHER={Clarendon Press},
        ADDRESS  ={Oxford},
        YEAR     ={1994}  }

@ARTICLE {vWAN99a,
  author = {X. Wang and F. J. Hickernell},
  title = {Randomized {H}alton Sequences},
  journal = {Mathematical and Computer Modelling},
  volume = {32},
  pages = {887--899},
  year = {2000}
  }

